+79.2%
CIFR vs EXR
+51.7%
+27.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.4% | +2.5% |
| 7D | +16.9% | -2.6% | +19.5% | +17.9% |
| 30D | -5.2% | -7.2% | +2.0% | -3.1% |
| 3M | -30.6% | -3.5% | -27.1% | -30.8% |
| 6M | +10.6% | -5.3% | +15.9% | +11.1% |
| YTD | +20.2% | +9.4% | +10.8% | +14.6% |
| 1Y | +139.7% | +1.3% | +138.4% | +133.7% |
| 3Y | +489.4% | +22.4% | +467.0% | +429.5% |
| 5Y | +54.4% | -12.2% | +66.6% | +54.5% |
| All | +79.2% | +51.7% | +27.5% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling